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1/ China Challenge: Believe it or Not*
How late is Chinas high speed rail?
*As part of an effort to improve our understanding of China, I will continue to offer another “Believe It or Not” about China each week. Readers are invited to send along candidates for the list.
How late is Chinas high speed rail?
*As part of an effort to improve our understanding of China, I will continue to offer another “Believe It or Not” about China each week. Readers are invited to send along candidates for the list.
2/ Last week a @FinancialTimes story announced: “An ambitious high-speed rail project linking Poland and the Baltic states will probably be a decade late.” The 750-mile line that had been promised by 2030 will be delayed until at least 2040. ft.com/content/0fe9d0…
3/ How late is America’s only high-speed rail project, which (if all of it gets built) will cover 750 miles from Los Angeles to San Francisco and on to Sacramento?
Thus far, this is by far the most ominous email I've found out of Handala's leak of Tamir Dean Pardo's files. It doesn't look like much, does it? Hang on a bit, and I'll show you what makes it frightening. 
First, note that the email was forwarded from Mariana Handelman. She has a PhD in Mycology, which is the study of fungi:
linkedin.com/in/mariana-han…
linkedin.com/in/mariana-han…
If you take a look at her publications, they all have to do with "Aspergillis fumigatus," often in relation to its resitance to azoles, sometimes relating to mutations/evolution/gene editing:
orcid.org/0009-0008-7442…
orcid.org/0009-0008-7442…
Well, Well, Well…
So the person who plotted an assassination attempt on Nerdeen Kiswani was a member of the Jewish Defense League (JDL)?
On Dec 15, 2025, @LauraLoomer said to bring back the JDL to patrol every city in the US. Why isn’t the @FBI investigating Loomer?!?
So the person who plotted an assassination attempt on Nerdeen Kiswani was a member of the Jewish Defense League (JDL)?
On Dec 15, 2025, @LauraLoomer said to bring back the JDL to patrol every city in the US. Why isn’t the @FBI investigating Loomer?!?
Meir Kahane, the Israeli terrorist created the JDL. Loomer also praises him.
imeu.org/resources/reso…
imeu.org/resources/reso…
"Nigel Farage furious as police find no evidence of ‘family voting’ in Gorton and Denton by-election"
I raised the alarm, in the Gorton and Denton by-election, that the allegations of "family voting" were likely false and malicious.
1/independent.co.uk/news/uk/politi…
I raised the alarm, in the Gorton and Denton by-election, that the allegations of "family voting" were likely false and malicious.
1/independent.co.uk/news/uk/politi…
The pollster who went to the Tory Press with these claims was a Tory Peer i.e. right wing. It is not clear who these Democracy Volunteers are, and what their political allegiances were.
2/threadreaderapp.com/thread/2027184…
2/threadreaderapp.com/thread/2027184…
However, it is clear that both this organization, was founded on the premise of "family voting" a conspiracy theory that Asian families coerce family members in how they vote, and Lord Hayward pushed the legislation.
3/democracyvolunteers.org/about-us/
3/democracyvolunteers.org/about-us/
I repeatedly called state and federal police during the last 60 months. I kept not getting calls back, even the policy-mandated follow-ups that everyone promised. The state and federal police, and USAOs simply were not following their own policies for intake.
1/6
1/6
2/6
I then called mid-October 2025 and pleaded with someone to take what evidence I had remaining after multiple home invasions that wiped me back to a fresh start on building evidence back up.
I then called mid-October 2025 and pleaded with someone to take what evidence I had remaining after multiple home invasions that wiped me back to a fresh start on building evidence back up.
3/6
I explained I did not think I could custody the evidence securely while awaiting a callback. No one agreed to take the evidence, no one got back to me. I was then assaulted again and the rest of the copies I had on my person stolen. There are still copies the police have.
I explained I did not think I could custody the evidence securely while awaiting a callback. No one agreed to take the evidence, no one got back to me. I was then assaulted again and the rest of the copies I had on my person stolen. There are still copies the police have.
I read the stories that say Hegseth blocked a Black female officer because Trump "wouldn't want to stand next to" her at military events.
This story is jam-packed with hoax techniques.
I'll break it all down here with Hoaxology and teach you how it was made.
First, the entire New York Times story is sourced to 11 anonymous officials.
Not one named source. Not one document. Not one person willing to put their name on any of it.
The Pentagon called it "full of fake news from anonymous sources."
But that didn't make the headline.
This story is jam-packed with hoax techniques.
I'll break it all down here with Hoaxology and teach you how it was made.
First, the entire New York Times story is sourced to 11 anonymous officials.
Not one named source. Not one document. Not one person willing to put their name on any of it.
The Pentagon called it "full of fake news from anonymous sources."
But that didn't make the headline.
The most explosive claim in the story was that Hegseth's chief of staff Ricky Buria allegedly told Army Secretary Driscoll that Trump "wouldn't want to stand next to a Black female officer."
Buria denied it. He called it "completely false."
“Whoever placed this made-up story is clearly trying to sow division among our ranks in the department and the administration,” Buria told the Daily Beast.
“It’s not going to work, and it will never work when this department is led by clear-eyed, mission-driven leaders unfazed by fake Washington gossip.”
Driscoll's own response in the conversation: "The president is not a racist or sexist."
Those denials were buried in the story.
Buria denied it. He called it "completely false."
“Whoever placed this made-up story is clearly trying to sow division among our ranks in the department and the administration,” Buria told the Daily Beast.
“It’s not going to work, and it will never work when this department is led by clear-eyed, mission-driven leaders unfazed by fake Washington gossip.”
Driscoll's own response in the conversation: "The president is not a racist or sexist."
Those denials were buried in the story.
And here's what really kills the story.
The officer at the center of that quote was Maj. Gen. Antoinette Gant. In reality, she was given the exact role the story says Trump refused.
Commander of the Military District of Washington. Ceremonial duties at Arlington National Cemetery.
Promoted to two-star in February 2026.
The officer at the center of that quote was Maj. Gen. Antoinette Gant. In reality, she was given the exact role the story says Trump refused.
Commander of the Military District of Washington. Ceremonial duties at Arlington National Cemetery.
Promoted to two-star in February 2026.
A proprietary momentum signal triggered on VIX today.
This is incredibly rare.
The last occurrence was on July 24, 2007, just days before the eruption of the “quant quake.”
Back then, the quant quake unfolded as a sharp and disorderly unwind of highly leveraged, market‑neutral quant strategies, triggered by a sudden and unexpected rise in funding costs. At the time, the widely watched TED spread, a measure of credit risk in the banking system, spiked abruptly. The TED spread reflected the difference between interbank lending rates (LIBOR, RIP🪦) and the risk‑free tbill rate. For quant funds that depended heavily on stable, low cost financing, this jump in funding stress proved especially destabilizing.
These funds were running with significant leverage and were heavily crowded into similar long/short factor positions. Even though they viewed themselves as hedged, operating largely market‑neutral and low‑beta portfolios at the time, their exposures were far from independent. They were all essentially leaning on the same factors, the same signals, and the same assumptions about their diversification. They did not account for their peers all essentially being in the same trades. So when funding conditions tightened, this hidden crowding risk was revealed: a modest increase in financing costs forced multiple funds to deleverage simultaneously.
What began as isolated unwinds quickly accelerated as funds sold positions to meet balance sheet constraints. Losses mounted, and internal risk systems, like value-at-risk (VaR) thresholds, began to trip. These risk control mechanisms forced additional selling at the worst possible time, creating a mechanical feedback loop. Forced unwinds drove prices lower, which triggered more risk‑model breaches, which triggered more selling, overwhelming normal market liquidity. Correlations across previously uncorrelated strategies surged, and liquidity evaporated. A localized funding shock rapidly transformed into a broad, systemic quant unwind.
Today’s environment bears an unsettling resemblance to the setup that preceded the quant quake.
In the current cycle, multi‑strategy and equity hedge funds have again shifted toward market‑neutral, low‑beta positioning, as shown in the December 2025 Form PF data. After the September 2025 degrossing wave, funds cut directional exposure, reduced factor risk, and unwound crowded longs, pressures that fed directly into equity weakness and deteriorating liquidity we’re seeing now. Yet even as net exposure fell, gross leverage rose, indicating that managers have rebuilt financing‑heavy neutral long/short structures. Their portfolios may now appear low‑risk on the surface, but substantial embedded leverage remains underneath.
The parallel to 2007 is the illusion of safety created by market‑neutral construction. Just as quant funds once believed they were hedged while crowding into the same factor bets, today’s funds likely hold portfolios that look neutral but are structurally fragile. As dispersion hedging has been unwound in recent weeks and correlations have risen, the universe of truly “liquid” market‑neutral trades has narrowed. Near record-high gross leverage supported by repo, prime broker loans, and margin financing means even modest funding stress can trigger rapid unwinds. The Form PF data suggests that today’s leverage buildup reflects financing‑intensive exposures rather than renewed directional risk. These balance‑sheet‑heavy trades now dominate. These are positions that can quickly become correlated and unstable under pressure.
The funding backdrop today also echoes elements of the 2007 setup, though the indicators have changed. The TED spread is no longer a central gauge of stress, as LIBOR is no more, but modern equivalents, such as the spread between SOFR and OBFR, convey a similar message. Recent declines in reserve balances, driven in part by the federal government shutdown in 2025, pushed the SOFR‑OBFR spread higher, revealing tightening liquidity across both secured and unsecured overnight funding markets in 2025. With reserves still running materially below year‑ago levels and another seasonal tax drain approaching in April, the conditions are in place for a sudden and disorderly tightening in funding markets.
And this is where the analogy to 2007 becomes most concerning.
Then, as now, funds believed their portfolios were insulated by market neutrality and factor diversification. But when funding tightened abruptly, leverage became the transmission channel through which small shocks escalated into forced deleveraging. Today’s mix of high gross leverage, financing‑dependent structures, thinning liquidity, and suppressed net risk creates a similarly fragile setup. If the April tax drain further constricts reserves and widens the SOFR‑OBFR spread, hedge‑fund financing channels could strain quickly. That would likely trigger renewed deleveraging, reductions in equity and macro exposures, and potentially accelerate downside volatility.
It’s worth remembering that we already saw a preview of this dynamic in October 2025, when a mini‑quant‑quake style unwind hit several major quant funds.
Potentially amplifying this in 2026, recent Commitment of Traders report data from the CFTC is showing a steady buildup in VIX futures exposure. Asset managers and non‑commercial speculators such as institutional investors, CTAs, global macro funds, and other systematic strategies are accumulating. This matters because VIX futures trade on relatively thin liquidity, making large speculative positioning potentially self‑reinforcing. If volatility rises, trend‑following strategies may continue to increase long‑vol exposure mechanically, steepening moves in the futures curve.
The structural plumbing connecting VIX derivatives to the equity market means that large VIX futures positions can ultimately transmit risk back into S&P 500 futures: rising volatility forces dealers who are short gamma or short vega to sell S&P futures to maintain hedges, depressing the index. Lower S&P levels push implied volatility higher, which in turn lifts VIX futures and forces further hedging. This can produce a positive‑feedback environment in which volatility products begin to influence equity behavior.
Additionally, the S&P 500 is now trading below the JPM collar strike, which effectively acts as kryptonite for the index. As long as spot remains under that strike, dealer hedging flows require selling S&P futures on any attempt to move higher, turning the strike into an overhead barrier. This dynamic persists until the collar expires on March 31, keeping upward momentum capped and reinforcing downside pressure.
Taken together, today’s rare VIX momentum trigger, combined with the ongoing buildup in long‑volatility positioning, and parallels to the conditions leading to the quant quake of 2007, all point to a system increasingly vulnerable to a self‑reinforcing volatility feedback loop.
The result could be a deep and disorderly move lower in equities into mid-April.
Incidentally, the roughly 7% drawdown over 17 trading days from the 2007 VIX momentum‑trigger date into the quant‑quake lows aligns with my previously noted short‑term view of the S&P 500 trading down toward the 5800–6000 range into mid‑April from today’s VIX momentum‑trigger date.
This is incredibly rare.
The last occurrence was on July 24, 2007, just days before the eruption of the “quant quake.”
Back then, the quant quake unfolded as a sharp and disorderly unwind of highly leveraged, market‑neutral quant strategies, triggered by a sudden and unexpected rise in funding costs. At the time, the widely watched TED spread, a measure of credit risk in the banking system, spiked abruptly. The TED spread reflected the difference between interbank lending rates (LIBOR, RIP🪦) and the risk‑free tbill rate. For quant funds that depended heavily on stable, low cost financing, this jump in funding stress proved especially destabilizing.
These funds were running with significant leverage and were heavily crowded into similar long/short factor positions. Even though they viewed themselves as hedged, operating largely market‑neutral and low‑beta portfolios at the time, their exposures were far from independent. They were all essentially leaning on the same factors, the same signals, and the same assumptions about their diversification. They did not account for their peers all essentially being in the same trades. So when funding conditions tightened, this hidden crowding risk was revealed: a modest increase in financing costs forced multiple funds to deleverage simultaneously.
What began as isolated unwinds quickly accelerated as funds sold positions to meet balance sheet constraints. Losses mounted, and internal risk systems, like value-at-risk (VaR) thresholds, began to trip. These risk control mechanisms forced additional selling at the worst possible time, creating a mechanical feedback loop. Forced unwinds drove prices lower, which triggered more risk‑model breaches, which triggered more selling, overwhelming normal market liquidity. Correlations across previously uncorrelated strategies surged, and liquidity evaporated. A localized funding shock rapidly transformed into a broad, systemic quant unwind.
Today’s environment bears an unsettling resemblance to the setup that preceded the quant quake.
In the current cycle, multi‑strategy and equity hedge funds have again shifted toward market‑neutral, low‑beta positioning, as shown in the December 2025 Form PF data. After the September 2025 degrossing wave, funds cut directional exposure, reduced factor risk, and unwound crowded longs, pressures that fed directly into equity weakness and deteriorating liquidity we’re seeing now. Yet even as net exposure fell, gross leverage rose, indicating that managers have rebuilt financing‑heavy neutral long/short structures. Their portfolios may now appear low‑risk on the surface, but substantial embedded leverage remains underneath.
The parallel to 2007 is the illusion of safety created by market‑neutral construction. Just as quant funds once believed they were hedged while crowding into the same factor bets, today’s funds likely hold portfolios that look neutral but are structurally fragile. As dispersion hedging has been unwound in recent weeks and correlations have risen, the universe of truly “liquid” market‑neutral trades has narrowed. Near record-high gross leverage supported by repo, prime broker loans, and margin financing means even modest funding stress can trigger rapid unwinds. The Form PF data suggests that today’s leverage buildup reflects financing‑intensive exposures rather than renewed directional risk. These balance‑sheet‑heavy trades now dominate. These are positions that can quickly become correlated and unstable under pressure.
The funding backdrop today also echoes elements of the 2007 setup, though the indicators have changed. The TED spread is no longer a central gauge of stress, as LIBOR is no more, but modern equivalents, such as the spread between SOFR and OBFR, convey a similar message. Recent declines in reserve balances, driven in part by the federal government shutdown in 2025, pushed the SOFR‑OBFR spread higher, revealing tightening liquidity across both secured and unsecured overnight funding markets in 2025. With reserves still running materially below year‑ago levels and another seasonal tax drain approaching in April, the conditions are in place for a sudden and disorderly tightening in funding markets.
And this is where the analogy to 2007 becomes most concerning.
Then, as now, funds believed their portfolios were insulated by market neutrality and factor diversification. But when funding tightened abruptly, leverage became the transmission channel through which small shocks escalated into forced deleveraging. Today’s mix of high gross leverage, financing‑dependent structures, thinning liquidity, and suppressed net risk creates a similarly fragile setup. If the April tax drain further constricts reserves and widens the SOFR‑OBFR spread, hedge‑fund financing channels could strain quickly. That would likely trigger renewed deleveraging, reductions in equity and macro exposures, and potentially accelerate downside volatility.
It’s worth remembering that we already saw a preview of this dynamic in October 2025, when a mini‑quant‑quake style unwind hit several major quant funds.
Potentially amplifying this in 2026, recent Commitment of Traders report data from the CFTC is showing a steady buildup in VIX futures exposure. Asset managers and non‑commercial speculators such as institutional investors, CTAs, global macro funds, and other systematic strategies are accumulating. This matters because VIX futures trade on relatively thin liquidity, making large speculative positioning potentially self‑reinforcing. If volatility rises, trend‑following strategies may continue to increase long‑vol exposure mechanically, steepening moves in the futures curve.
The structural plumbing connecting VIX derivatives to the equity market means that large VIX futures positions can ultimately transmit risk back into S&P 500 futures: rising volatility forces dealers who are short gamma or short vega to sell S&P futures to maintain hedges, depressing the index. Lower S&P levels push implied volatility higher, which in turn lifts VIX futures and forces further hedging. This can produce a positive‑feedback environment in which volatility products begin to influence equity behavior.
Additionally, the S&P 500 is now trading below the JPM collar strike, which effectively acts as kryptonite for the index. As long as spot remains under that strike, dealer hedging flows require selling S&P futures on any attempt to move higher, turning the strike into an overhead barrier. This dynamic persists until the collar expires on March 31, keeping upward momentum capped and reinforcing downside pressure.
Taken together, today’s rare VIX momentum trigger, combined with the ongoing buildup in long‑volatility positioning, and parallels to the conditions leading to the quant quake of 2007, all point to a system increasingly vulnerable to a self‑reinforcing volatility feedback loop.
The result could be a deep and disorderly move lower in equities into mid-April.
Incidentally, the roughly 7% drawdown over 17 trading days from the 2007 VIX momentum‑trigger date into the quant‑quake lows aligns with my previously noted short‑term view of the S&P 500 trading down toward the 5800–6000 range into mid‑April from today’s VIX momentum‑trigger date.
Hedge fund total leverage and across various strategies peaked into the 2007 quant quake
Chart source: doi.org/10.1016/j.jfin…
Chart source: doi.org/10.1016/j.jfin…
SOFR-OBFR spiking with prior reserve drains
@DisabledDoctor I found out I have 3 Tethered Oral Tissue birth defects which then caused a Vaulted Palate post 3/24/2020 mild infection. The nonstop TN hit 4/6/2020. Need surgery. Cannot afford it. Have both TN1 & TN2, Coathanger, AND all of the tissues are spasmed. TN1 zaps = vertigo swings
@DisabledDoctor I have been searching for wtf is wrong w me whole life. Had visible postural issues & a misdiagnosed eye disability I was forced to mask as a child. In preschool I was begging for surgery to fix my eyes instead of what I was forced to do. I've been reporting classic TN symptoms
@DisabledDoctor ... been reporting classic TN symptoms literally since 5 yo. Been to gazillion doctors, head pain clinics, every kind of PT/massage/modality, etc whole life. Last time tried to get answers was 2014/15 spent thousands on eye specialists, neurologists, ENTs looking for surgery
How the mighty RAND has fallen.
Anyone claiming Iran will survive long term without explaining how Iran recovers from currency hyperinflation IN THE MIDDLE OF A WAR marks themselves as incompetent yo-yo's.
1/3
bylinesupplement.com/p/why-the-iran…
Anyone claiming Iran will survive long term without explaining how Iran recovers from currency hyperinflation IN THE MIDDLE OF A WAR marks themselves as incompetent yo-yo's.
1/3
bylinesupplement.com/p/why-the-iran…
Hand waving, "They will use ForEx from oil and barter instead of the rial" is ignoring what happened during January 2026.
I dare anyone to do a word search at that link for the text strings "hyperinflation," "Rial" or "foreign exchange."
None are present.
2/
I dare anyone to do a word search at that link for the text strings "hyperinflation," "Rial" or "foreign exchange."
None are present.
2/
The Iran questions at hand are as follows:
1. Will the Regime fall via a controlled air campaign driven collapse, or
2. After a protracted Syria style civil war with 6 or 7 figure #'s murdered by IRGC thugs, &
3. Will Iran destroy the Gulf's power & H2O supply while dying?
3/3
1. Will the Regime fall via a controlled air campaign driven collapse, or
2. After a protracted Syria style civil war with 6 or 7 figure #'s murdered by IRGC thugs, &
3. Will Iran destroy the Gulf's power & H2O supply while dying?
3/3
The CDC never wanted you to see this COVID “vaccine” data.
But their own vaccine monitoring safety system reveals that “safe and effective” was a lie.
When people experienced more than a “sore arm,” they could write what happened in a text box.
Their responses were staggering.
Out of the 390,000 free text submissions, the CDC’s V-Safe data revealed:
• 1 in 1,300 individuals reported experiencing Bell’s palsy (facial paralysis) in the initial few days after vaccination.
• 1 in 906 individuals reported disturbances in their normal menstrual cycle following vaccination.
• 1 in 450 individuals reportedly experienced shingles after receiving the vaccine.
• 1 in 160 individuals reported tinnitus or ringing in the ears.
• 1 in 143 individuals experienced heart palpitations after vaccination during the initial reporting period.
“Safe and effective”?
Attorney Aaron Siri remarked, “I think this is reflective of why the CDC fought so hard because this is probably the best reflection of what the true safety profile is.”
When institutions don’t even trust their own data, what they’re really saying is they don’t trust YOU to make the decision they want you to.
They want you to believe you’re “crazy” and in the minority if you question vaccine safety.
But you’re not “crazy.”
And the real polling data shows there are far more people like you than you’d think.
🧵 THREAD
But their own vaccine monitoring safety system reveals that “safe and effective” was a lie.
When people experienced more than a “sore arm,” they could write what happened in a text box.
Their responses were staggering.
Out of the 390,000 free text submissions, the CDC’s V-Safe data revealed:
• 1 in 1,300 individuals reported experiencing Bell’s palsy (facial paralysis) in the initial few days after vaccination.
• 1 in 906 individuals reported disturbances in their normal menstrual cycle following vaccination.
• 1 in 450 individuals reportedly experienced shingles after receiving the vaccine.
• 1 in 160 individuals reported tinnitus or ringing in the ears.
• 1 in 143 individuals experienced heart palpitations after vaccination during the initial reporting period.
“Safe and effective”?
Attorney Aaron Siri remarked, “I think this is reflective of why the CDC fought so hard because this is probably the best reflection of what the true safety profile is.”
When institutions don’t even trust their own data, what they’re really saying is they don’t trust YOU to make the decision they want you to.
They want you to believe you’re “crazy” and in the minority if you question vaccine safety.
But you’re not “crazy.”
And the real polling data shows there are far more people like you than you’d think.
🧵 THREAD
RFK Jr. recently went on Joe Rogan… And he didn’t bring up vaccines.
For a movement built on medical freedom, transparency, and confronting one of the most controversial issues in modern medicine, that silence hit hard.
Because for many people, this isn’t just another topic.
It’s the whole reason they’re here.
And we’ve never been as a close to change as we are right now. So why the silence? youtube.com/watch?v=wk7DQo…
For a movement built on medical freedom, transparency, and confronting one of the most controversial issues in modern medicine, that silence hit hard.
Because for many people, this isn’t just another topic.
It’s the whole reason they’re here.
And we’ve never been as a close to change as we are right now. So why the silence? youtube.com/watch?v=wk7DQo…
People didn’t rally around this growing movement because it’s a safe one.
They rallied around it because they believe something real is happening to people from all walks of life. And that we need real change to fix it. Fast.
Until recently, no one in power has been willing to say it out loud. In fact, they always say the exact opposite.
So when the opportunity was there on one of the biggest platform in the world opens up but the moment to say speak up passes… People notice.
They rallied around it because they believe something real is happening to people from all walks of life. And that we need real change to fix it. Fast.
Until recently, no one in power has been willing to say it out loud. In fact, they always say the exact opposite.
So when the opportunity was there on one of the biggest platform in the world opens up but the moment to say speak up passes… People notice.
The cows of peasant farmers are being slaughtered by the State in Siberia (apparently for hoof and mouth disease), which has caused much outrage in Russia.
Russian blogger “Russian's People's Militia” contrasts this to the silence about the tremendous loss of life in Ukraine:
1/
Russian blogger “Russian's People's Militia” contrasts this to the silence about the tremendous loss of life in Ukraine:
1/
“I wanted to write a long and complicated text, but then I realized it was unnecessary.
This photo did it for me instead.
Everything here!
2/
This photo did it for me instead.
Everything here!
2/
“Pain, sorrow, anger, rage, and even tears of despair from Russian farmers (peasants), who were unable to defend their livestock against the Russian authorities.
Why did this happen?
- They each acted for themselves.
3/
Why did this happen?
- They each acted for themselves.
3/
💥💥⚡️⚡️As promised, the report will be here at 8 pm. I didn't take the original audio directly from this. The audio is original and what I'm describing in translation is accurate, pro-Ukrainians shouldn't bother writing that AI or the translation is bad.
The report (J-Journalist, U-Ukrainian):
J-where does this money come from?
U-This is the money we call black money among ourselves. The black money of the Ukrainian army that Zelensky controls. It's black because there's no trace of it, Zelensky solves everything with it.
J-where does this money come from?
U-This is the money we call black money among ourselves. The black money of the Ukrainian army that Zelensky controls. It's black because there's no trace of it, Zelensky solves everything with it.
J-What will they solve with this money?
U-What will they solve? Everything! This money will pay the mercenaries on the front.The soldiers, the disgruntled leaders, the saboteurs and the spies and foreign organizations.Everything that is important to Zelensky is used to pay for
U-What will they solve? Everything! This money will pay the mercenaries on the front.The soldiers, the disgruntled leaders, the saboteurs and the spies and foreign organizations.Everything that is important to Zelensky is used to pay for
